Affiliate Professor

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France

Téléphone : + 33 (0)4 93 18 99 66
Télécopie : + 33 (0)4 93 83 08 10

Email : r.kosowski@imperial.ac.uk

Main academic publications

Quarterly Journal of Finance (2011), Journal of Financial Economics (2007 ; 2011), Journal of Finance (2006)

Documents to download

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Publications edhec

First, we construct a very comprehensive set of time series momentum benchmark portfolios. Second, we...

By highlighting economically important effects of database selection bias on previously documented results...

Using a dataset with intra-day quotes of 12 futures contracts from November 1999 to October 2009, we...

See Also

- 08-09-2017
Ranked 4th in France, EDHEC reinforces its position in the world’s Top 20 (16th place) in the 2017 Financial Times Master in Management Ranking, among prestigious international institutions...
- 30-08-2017
EDHEC welcomes students and participants who are back to school in the upcoming weeks. A positive and international atmosphere (more than 100 nationalities expected) shines through our...
Innovation with limited resources (Video)
- 18-08-2017
The article "Innovation with Limited Resources: Management Lessons from the German...
Station F successfully inaugurated in the presence of Emmanuel Macron and EDHEC
- 29-06-2017
EDHEC announced this May that it had joined Station F, the world’s biggest start-up...